JA13.DE vs. VAGT.DE
JA13.DE (JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF) and VAGT.DE (Vanguard USD Treasury Bond UCITS ETF Accumulating) are both Government Bonds funds - JA13.DE tracks the J.P. Morgan Government Bond Index United States 1-3 Year Select Maturity while VAGT.DE tracks the Bloomberg Global Aggregate US Treasury Float Adjusted Index. Both are passively managed. Over the past 3 years, JA13.DE returned 3.56%/yr vs 2.13%/yr for VAGT.DE. Their correlation of 0.82 suggests significant overlap in exposure. JA13.DE charges 0.07%/yr vs 0.05%/yr for VAGT.DE.
Performance
JA13.DE vs. VAGT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JA13.DE achieves a 3.68% return, which is significantly higher than VAGT.DE's 2.49% return.
JA13.DE
- 1D
- 0.10%
- 1M
- 1.54%
- 6M
- 2.25%
- YTD
- 3.68%
- 1Y
- 4.62%
- 3Y*
- 3.56%
- 5Y*
- 2.53%
- 10Y*
- —
VAGT.DE
- 1D
- 0.00%
- 1M
- 0.81%
- 6M
- 1.16%
- YTD
- 2.49%
- 1Y
- 4.46%
- 3Y*
- 2.13%
- 5Y*
- —
- 10Y*
- —
JA13.DE vs. VAGT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JA13.DE JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF | 3.68% | -6.52% | 9.95% | -0.20% |
VAGT.DE Vanguard USD Treasury Bond UCITS ETF Accumulating | 2.49% | -5.48% | 6.40% | -0.47% |
Correlation
The correlation between JA13.DE and VAGT.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2023 | 0.82 |
The correlation between JA13.DE and VAGT.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
JA13.DE vs. VAGT.DE — Risk / Return Rank
JA13.DE
VAGT.DE
JA13.DE vs. VAGT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF (JA13.DE) and Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JA13.DE | VAGT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.15 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.12 | +0.18 |
| Martin ratioReturn relative to average drawdown | 3.23 | 2.88 | +0.35 |
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Drawdowns
JA13.DE vs. VAGT.DE - Drawdown Comparison
The maximum JA13.DE drawdown since its inception was -15.21%, which is greater than VAGT.DE's maximum drawdown of -11.03%. Use the drawdown chart below to compare losses from any high point for JA13.DE and VAGT.DE.
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Drawdown Indicators
| JA13.DE | VAGT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.21% | -11.03% | -4.18% |
Max Drawdown (1Y)Largest decline over 1 year | -3.53% | -4.00% | +0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -10.93% | -11.03% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -12.52% | — | — |
Current DrawdownCurrent decline from peak | -5.21% | -5.91% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -5.06% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 1.56% | -0.14% |
Volatility
JA13.DE vs. VAGT.DE - Volatility Comparison
The current volatility for JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF (JA13.DE) is 1.14%, while Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) has a volatility of 1.23%. This indicates that JA13.DE experiences smaller price fluctuations and is considered to be less risky than VAGT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JA13.DE | VAGT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.14% | 1.23% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 3.87% | 3.81% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.48% | 5.46% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.15% | 7.26% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.59% | 7.26% | +1.33% |
JA13.DE vs. VAGT.DE - Expense Ratio Comparison
JA13.DE has a 0.07% expense ratio, which is higher than VAGT.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JA13.DE vs. VAGT.DE - Dividend Comparison
Neither JA13.DE nor VAGT.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JA13.DE JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% |
VAGT.DE Vanguard USD Treasury Bond UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JA13.DE and VAGT.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VAGT.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VAGT.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for JA13.DE.
JA13.DE tracks J.P. Morgan Government Bond Index United States 1-3 Year Select Maturity, while VAGT.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.07% for JA13.DE and 0.05% for VAGT.DE.
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